Dataset statistics
| Number of variables | 13 |
|---|---|
| Number of observations | 7273 |
| Missing cells | 5667 |
| Missing cells (%) | 6.0% |
| Duplicate rows | 0 |
| Duplicate rows (%) | 0.0% |
| Total size in memory | 738.8 KiB |
| Average record size in memory | 104.0 B |
Variable types
| Categorical | 2 |
|---|---|
| Numeric | 11 |
Symbol has a high cardinality: 2240 distinct values | High cardinality |
ESG Score is highly correlated with Environmental Pillar Score and 2 other fields | High correlation |
Environmental Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
Social Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
Governance Pillar Score is highly correlated with ESG Score | High correlation |
semi-variance (down) is highly correlated with VaR (95%) | High correlation |
VaR (95%) is highly correlated with semi-variance (down) | High correlation |
ESG Score is highly correlated with Environmental Pillar Score and 2 other fields | High correlation |
Environmental Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
Social Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
Governance Pillar Score is highly correlated with ESG Score | High correlation |
semi-variance (down) is highly correlated with VaR (95%) | High correlation |
VaR (95%) is highly correlated with semi-variance (down) | High correlation |
ESG Score is highly correlated with Environmental Pillar Score and 1 other fields | High correlation |
Environmental Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
Social Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
semi-variance (down) is highly correlated with VaR (95%) | High correlation |
VaR (95%) is highly correlated with semi-variance (down) | High correlation |
ESG Score is highly correlated with Environmental Pillar Score and 2 other fields | High correlation |
Environmental Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
Social Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
Governance Pillar Score is highly correlated with ESG Score | High correlation |
mean-return is highly correlated with VaR (95%) | High correlation |
semi-variance (down) is highly correlated with skew and 1 other fields | High correlation |
kurtosis is highly correlated with skew | High correlation |
skew is highly correlated with semi-variance (down) and 1 other fields | High correlation |
VaR (95%) is highly correlated with mean-return and 1 other fields | High correlation |
D(ESG, kurtosis) has 4336 (59.6%) missing values | Missing |
D(ESG, VaR) has 1331 (18.3%) missing values | Missing |
Symbol is uniformly distributed | Uniform |
ESG Score has unique values | Unique |
semi-variance (down) has unique values | Unique |
kurtosis has unique values | Unique |
skew has unique values | Unique |
Reproduction
| Analysis started | 2022-09-29 03:27:23.311819 |
|---|---|
| Analysis finished | 2022-09-29 03:27:33.551963 |
| Duration | 10.24 seconds |
| Software version | pandas-profiling v3.2.0 |
| Download configuration | config.json |
| Distinct | 2240 |
|---|---|
| Distinct (%) | 30.8% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Memory size | 56.9 KiB |
| KINS.OQ | 5 |
|---|---|
| HWKN.OQ | 5 |
| HOFT.OQ | 5 |
| HOLX.OQ | 5 |
| HOUS.N | 5 |
| Other values (2235) |
Length
| Max length | 8 |
|---|---|
| Median length | 7 |
| Mean length | 5.834593703 |
| Min length | 3 |
Characters and Unicode
| Total characters | 42435 |
|---|---|
| Distinct characters | 35 |
| Distinct categories | 5 ? |
| Distinct scripts | 2 ? |
| Distinct blocks | 1 ? |
Unique
| Unique | 409 ? |
|---|---|
| Unique (%) | 5.6% |
Sample
| 1st row | 360.AX |
|---|---|
| 2nd row | 360.AX |
| 3rd row | A.N |
| 4th row | A.N |
| 5th row | A.N |
Common Values
| Value | Count | Frequency (%) |
| KINS.OQ | 5 | 0.1% |
| HWKN.OQ | 5 | 0.1% |
| HOFT.OQ | 5 | 0.1% |
| HOLX.OQ | 5 | 0.1% |
| HOUS.N | 5 | 0.1% |
| HP.N | 5 | 0.1% |
| HPP.N | 5 | 0.1% |
| HPQ.N | 5 | 0.1% |
| HRI.N | 5 | 0.1% |
| HRTG.N | 5 | 0.1% |
| Other values (2230) | 7223 |
Length
| Value | Count | Frequency (%) |
| kins.oq | 5 | 0.1% |
| mei.n | 5 | 0.1% |
| met.n | 5 | 0.1% |
| meta.oq | 5 | 0.1% |
| mgm.n | 5 | 0.1% |
| mgpi.oq | 5 | 0.1% |
| mhh.a | 5 | 0.1% |
| mho.n | 5 | 0.1% |
| mkc.n | 5 | 0.1% |
| mlab.oq | 5 | 0.1% |
| Other values (2230) | 7223 |
Most occurring characters
| Value | Count | Frequency (%) |
| . | 7273 | |
| N | 5470 | |
| O | 3982 | 9.4% |
| Q | 3090 | 7.3% |
| C | 1907 | 4.5% |
| A | 1814 | 4.3% |
| S | 1654 | 3.9% |
| T | 1583 | 3.7% |
| R | 1569 | 3.7% |
| M | 1247 | 2.9% |
| Other values (25) | 12846 |
Most occurring categories
| Value | Count | Frequency (%) |
| Uppercase Letter | 35120 | |
| Other Punctuation | 7273 | 17.1% |
| Lowercase Letter | 33 | 0.1% |
| Decimal Number | 6 | < 0.1% |
| Connector Punctuation | 3 | < 0.1% |
Most frequent character per category
Uppercase Letter
| Value | Count | Frequency (%) |
| N | 5470 | |
| O | 3982 | 11.3% |
| Q | 3090 | 8.8% |
| C | 1907 | 5.4% |
| A | 1814 | 5.2% |
| S | 1654 | 4.7% |
| T | 1583 | 4.5% |
| R | 1569 | 4.5% |
| M | 1247 | 3.6% |
| I | 1244 | 3.5% |
| Other values (16) | 11560 |
Lowercase Letter
| Value | Count | Frequency (%) |
| a | 20 | |
| b | 9 | |
| p | 3 | 9.1% |
| q | 1 | 3.0% |
Decimal Number
| Value | Count | Frequency (%) |
| 3 | 2 | |
| 6 | 2 | |
| 0 | 2 |
Other Punctuation
| Value | Count | Frequency (%) |
| . | 7273 |
Connector Punctuation
| Value | Count | Frequency (%) |
| _ | 3 |
Most occurring scripts
| Value | Count | Frequency (%) |
| Latin | 35153 | |
| Common | 7282 | 17.2% |
Most frequent character per script
Latin
| Value | Count | Frequency (%) |
| N | 5470 | |
| O | 3982 | 11.3% |
| Q | 3090 | 8.8% |
| C | 1907 | 5.4% |
| A | 1814 | 5.2% |
| S | 1654 | 4.7% |
| T | 1583 | 4.5% |
| R | 1569 | 4.5% |
| M | 1247 | 3.5% |
| I | 1244 | 3.5% |
| Other values (20) | 11593 |
Common
| Value | Count | Frequency (%) |
| . | 7273 | |
| _ | 3 | < 0.1% |
| 3 | 2 | < 0.1% |
| 6 | 2 | < 0.1% |
| 0 | 2 | < 0.1% |
Most occurring blocks
| Value | Count | Frequency (%) |
| ASCII | 42435 |
Most frequent character per block
ASCII
| Value | Count | Frequency (%) |
| . | 7273 | |
| N | 5470 | |
| O | 3982 | 9.4% |
| Q | 3090 | 7.3% |
| C | 1907 | 4.5% |
| A | 1814 | 4.3% |
| S | 1654 | 3.9% |
| T | 1583 | 3.7% |
| R | 1569 | 3.7% |
| M | 1247 | 2.9% |
| Other values (25) | 12846 |
Year
Categorical
| Distinct | 5 |
|---|---|
| Distinct (%) | 0.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Memory size | 56.9 KiB |
| 2020.0 | |
|---|---|
| 2019.0 | |
| 2021.0 | |
| 2018.0 | |
| 2017.0 |
Length
| Max length | 6 |
|---|---|
| Median length | 6 |
| Mean length | 6 |
| Min length | 6 |
Characters and Unicode
| Total characters | 43638 |
|---|---|
| Distinct characters | 7 |
| Distinct categories | 2 ? |
| Distinct scripts | 1 ? |
| Distinct blocks | 1 ? |
Unique
| Unique | 0 ? |
|---|---|
| Unique (%) | 0.0% |
Sample
| 1st row | 2020.0 |
|---|---|
| 2nd row | 2021.0 |
| 3rd row | 2017.0 |
| 4th row | 2018.0 |
| 5th row | 2019.0 |
Common Values
| Value | Count | Frequency (%) |
| 2020.0 | 1858 | |
| 2019.0 | 1570 | |
| 2021.0 | 1558 | |
| 2018.0 | 1244 | |
| 2017.0 | 1043 |
Length
Category Frequency Plot
| Value | Count | Frequency (%) |
| 2020.0 | 1858 | |
| 2019.0 | 1570 | |
| 2021.0 | 1558 | |
| 2018.0 | 1244 | |
| 2017.0 | 1043 |
Most occurring characters
| Value | Count | Frequency (%) |
| 0 | 16404 | |
| 2 | 10689 | |
| . | 7273 | |
| 1 | 5415 | 12.4% |
| 9 | 1570 | 3.6% |
| 8 | 1244 | 2.9% |
| 7 | 1043 | 2.4% |
Most occurring categories
| Value | Count | Frequency (%) |
| Decimal Number | 36365 | |
| Other Punctuation | 7273 | 16.7% |
Most frequent character per category
Decimal Number
| Value | Count | Frequency (%) |
| 0 | 16404 | |
| 2 | 10689 | |
| 1 | 5415 | 14.9% |
| 9 | 1570 | 4.3% |
| 8 | 1244 | 3.4% |
| 7 | 1043 | 2.9% |
Other Punctuation
| Value | Count | Frequency (%) |
| . | 7273 |
Most occurring scripts
| Value | Count | Frequency (%) |
| Common | 43638 |
Most frequent character per script
Common
| Value | Count | Frequency (%) |
| 0 | 16404 | |
| 2 | 10689 | |
| . | 7273 | |
| 1 | 5415 | 12.4% |
| 9 | 1570 | 3.6% |
| 8 | 1244 | 2.9% |
| 7 | 1043 | 2.4% |
Most occurring blocks
| Value | Count | Frequency (%) |
| ASCII | 43638 |
Most frequent character per block
ASCII
| Value | Count | Frequency (%) |
| 0 | 16404 | |
| 2 | 10689 | |
| . | 7273 | |
| 1 | 5415 | 12.4% |
| 9 | 1570 | 3.6% |
| 8 | 1244 | 2.9% |
| 7 | 1043 | 2.4% |
ESG Score
Real number (ℝ≥0)
HIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONUNIQUE| Distinct | 7273 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 45.5951191 |
| Minimum | 5.114833664 |
|---|---|
| Maximum | 94.44445553 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 56.9 KiB |
Quantile statistics
| Minimum | 5.114833664 |
|---|---|
| 5-th percentile | 16.99017483 |
| Q1 | 31.08531755 |
| median | 43.89661443 |
| Q3 | 59.68062035 |
| 95-th percentile | 78.64482082 |
| Maximum | 94.44445553 |
| Range | 89.32962187 |
| Interquartile range (IQR) | 28.5953028 |
Descriptive statistics
| Standard deviation | 18.86600105 |
|---|---|
| Coefficient of variation (CV) | 0.4137723823 |
| Kurtosis | -0.728016009 |
| Mean | 45.5951191 |
| Median Absolute Deviation (MAD) | 14.05217136 |
| Skewness | 0.2459283091 |
| Sum | 331613.3012 |
| Variance | 355.9259955 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 27.08101803 | 1 | < 0.1% |
| 39.77067073 | 1 | < 0.1% |
| 26.86161918 | 1 | < 0.1% |
| 28.01631135 | 1 | < 0.1% |
| 32.78846509 | 1 | < 0.1% |
| 30.88813499 | 1 | < 0.1% |
| 69.34418123 | 1 | < 0.1% |
| 61.58598124 | 1 | < 0.1% |
| 68.48282461 | 1 | < 0.1% |
| 49.97841456 | 1 | < 0.1% |
| Other values (7263) | 7263 |
| Value | Count | Frequency (%) |
| 5.114833664 | 1 | |
| 5.776484991 | 1 | |
| 5.974997495 | 1 | |
| 6.152221193 | 1 | |
| 6.221658567 | 1 | |
| 6.686398355 | 1 | |
| 6.81418215 | 1 | |
| 6.868101403 | 1 | |
| 6.966379589 | 1 | |
| 7.221805913 | 1 |
| Value | Count | Frequency (%) |
| 94.44445553 | 1 | |
| 93.53912565 | 1 | |
| 93.32784124 | 1 | |
| 92.80650836 | 1 | |
| 92.61992314 | 1 | |
| 92.31516263 | 1 | |
| 92.1429952 | 1 | |
| 91.90508406 | 1 | |
| 91.85503349 | 1 | |
| 91.47686123 | 1 |
Environmental Pillar Score
Real number (ℝ≥0)
HIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATION| Distinct | 6362 |
|---|---|
| Distinct (%) | 87.5% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 32.68848524 |
| Minimum | 0.027777778 |
|---|---|
| Maximum | 97.98022505 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 56.9 KiB |
Quantile statistics
| Minimum | 0.027777778 |
|---|---|
| 5-th percentile | 1.771771772 |
| Q1 | 8.796296296 |
| median | 25.95088648 |
| Q3 | 53.125 |
| 95-th percentile | 81.67524908 |
| Maximum | 97.98022505 |
| Range | 97.95244727 |
| Interquartile range (IQR) | 44.3287037 |
Descriptive statistics
| Standard deviation | 26.34713048 |
|---|---|
| Coefficient of variation (CV) | 0.8060064664 |
| Kurtosis | -0.8601953105 |
| Mean | 32.68848524 |
| Median Absolute Deviation (MAD) | 19.68115939 |
| Skewness | 0.5904826047 |
| Sum | 237743.3532 |
| Variance | 694.1712847 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 1.740581784 | 52 | 0.7% |
| 1.771771772 | 39 | 0.5% |
| 1.608821403 | 33 | 0.5% |
| 4.945054945 | 18 | 0.2% |
| 37.31707317 | 18 | 0.2% |
| 1.924818841 | 16 | 0.2% |
| 6.302521008 | 16 | 0.2% |
| 3.460972018 | 14 | 0.2% |
| 3.236944325 | 14 | 0.2% |
| 3 | 13 | 0.2% |
| Other values (6352) | 7040 |
| Value | Count | Frequency (%) |
| 0.027777778 | 1 | |
| 0.086956522 | 1 | |
| 0.088593577 | 1 | |
| 0.142450142 | 1 | |
| 0.146297126 | 1 | |
| 0.194444444 | 1 | |
| 0.217013889 | 1 | |
| 0.255558395 | 1 | |
| 0.294612795 | 1 | |
| 0.308641975 | 1 |
| Value | Count | Frequency (%) |
| 97.98022505 | 1 | |
| 97.69705095 | 1 | |
| 97.16815059 | 1 | |
| 97.16090883 | 1 | |
| 97.02299593 | 1 | |
| 96.67922137 | 1 | |
| 96.62206002 | 1 | |
| 96.54273654 | 1 | |
| 96.3344614 | 1 | |
| 96.07514881 | 1 |
Social Pillar Score
Real number (ℝ≥0)
HIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATION| Distinct | 7242 |
|---|---|
| Distinct (%) | 99.6% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 47.40329011 |
| Minimum | 0.453490413 |
|---|---|
| Maximum | 97.83313378 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 56.9 KiB |
Quantile statistics
| Minimum | 0.453490413 |
|---|---|
| 5-th percentile | 15.33759499 |
| Q1 | 30.70256215 |
| median | 45.91989914 |
| Q3 | 63.01730829 |
| 95-th percentile | 84.72395018 |
| Maximum | 97.83313378 |
| Range | 97.37964337 |
| Interquartile range (IQR) | 32.31474614 |
Descriptive statistics
| Standard deviation | 21.21297296 |
|---|---|
| Coefficient of variation (CV) | 0.4475000134 |
| Kurtosis | -0.7505785007 |
| Mean | 47.40329011 |
| Median Absolute Deviation (MAD) | 16.05144928 |
| Skewness | 0.2364710717 |
| Sum | 344764.129 |
| Variance | 449.9902217 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 28.95333105 | 4 | 0.1% |
| 28.96555825 | 3 | < 0.1% |
| 50 | 3 | < 0.1% |
| 23.84305671 | 3 | < 0.1% |
| 22.47251138 | 3 | < 0.1% |
| 31.06869795 | 3 | < 0.1% |
| 25.1054216 | 3 | < 0.1% |
| 25.91686339 | 3 | < 0.1% |
| 37.5 | 2 | < 0.1% |
| 29.70593586 | 2 | < 0.1% |
| Other values (7232) | 7244 |
| Value | Count | Frequency (%) |
| 0.453490413 | 1 | |
| 1.250985028 | 1 | |
| 1.374185668 | 1 | |
| 2.058498218 | 1 | |
| 2.260348584 | 1 | |
| 2.440956221 | 1 | |
| 2.704071629 | 1 | |
| 2.708743072 | 1 | |
| 2.862323994 | 1 | |
| 2.868357488 | 1 |
| Value | Count | Frequency (%) |
| 97.83313378 | 1 | |
| 97.66874295 | 1 | |
| 97.65506268 | 1 | |
| 97.57901244 | 1 | |
| 97.39413182 | 1 | |
| 97.39293525 | 1 | |
| 97.34833138 | 1 | |
| 97.25672305 | 1 | |
| 97.23474375 | 1 | |
| 97.15683466 | 1 |
| Distinct | 7246 |
|---|---|
| Distinct (%) | 99.6% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 53.30286473 |
| Minimum | 0.713528414 |
|---|---|
| Maximum | 99.49668624 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 56.9 KiB |
Quantile statistics
| Minimum | 0.713528414 |
|---|---|
| 5-th percentile | 16.39364647 |
| Q1 | 36.92061081 |
| median | 54.97081144 |
| Q3 | 70.36096517 |
| 95-th percentile | 85.49530137 |
| Maximum | 99.49668624 |
| Range | 98.78315783 |
| Interquartile range (IQR) | 33.44035436 |
Descriptive statistics
| Standard deviation | 21.48435869 |
|---|---|
| Coefficient of variation (CV) | 0.4030619892 |
| Kurtosis | -0.8086517305 |
| Mean | 53.30286473 |
| Median Absolute Deviation (MAD) | 16.55039119 |
| Skewness | -0.2177612235 |
| Sum | 387671.7352 |
| Variance | 461.5776683 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 70.223046 | 2 | < 0.1% |
| 51.31558514 | 2 | < 0.1% |
| 60.88635921 | 2 | < 0.1% |
| 25.72314815 | 2 | < 0.1% |
| 24.66335863 | 2 | < 0.1% |
| 49.20694778 | 2 | < 0.1% |
| 35.74819745 | 2 | < 0.1% |
| 62.46257571 | 2 | < 0.1% |
| 50.8712963 | 2 | < 0.1% |
| 57.42315164 | 2 | < 0.1% |
| Other values (7236) | 7253 |
| Value | Count | Frequency (%) |
| 0.713528414 | 1 | |
| 1.21894023 | 1 | |
| 1.449805879 | 1 | |
| 1.621528968 | 1 | |
| 1.741942324 | 1 | |
| 1.77374894 | 1 | |
| 2.073211314 | 1 | |
| 2.223282443 | 1 | |
| 2.325063613 | 1 | |
| 2.462575706 | 1 |
| Value | Count | Frequency (%) |
| 99.49668624 | 1 | |
| 98.61065544 | 1 | |
| 98.1416741 | 1 | |
| 97.5232521 | 1 | |
| 97.49964879 | 1 | |
| 97.30143852 | 1 | |
| 97.02811555 | 1 | |
| 96.77316411 | 1 | |
| 96.67393058 | 1 | |
| 96.59345871 | 1 |
| Distinct | 7268 |
|---|---|
| Distinct (%) | 99.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.001136985144 |
| Minimum | -0.552090105 |
|---|---|
| Maximum | 0.5359062215 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 3186 |
| Negative (%) | 43.8% |
| Memory size | 56.9 KiB |
Quantile statistics
| Minimum | -0.552090105 |
|---|---|
| 5-th percentile | -0.07660494631 |
| Q1 | -0.01780396201 |
| median | 0.004320490956 |
| Q3 | 0.0235602911 |
| 95-th percentile | 0.06587996399 |
| Maximum | 0.5359062215 |
| Range | 1.087996327 |
| Interquartile range (IQR) | 0.04136425311 |
Descriptive statistics
| Standard deviation | 0.04781232323 |
|---|---|
| Coefficient of variation (CV) | 42.05184517 |
| Kurtosis | 13.28160525 |
| Mean | 0.001136985144 |
| Median Absolute Deviation (MAD) | 0.02032985182 |
| Skewness | -0.9680795522 |
| Sum | 8.269292952 |
| Variance | 0.002286018253 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.06301338005 | 2 | < 0.1% |
| 0.03146094461 | 2 | < 0.1% |
| 0.01152288233 | 2 | < 0.1% |
| 1.513940488 × 10-17 | 2 | < 0.1% |
| 0.039470474 | 2 | < 0.1% |
| -0.06947842107 | 1 | < 0.1% |
| -0.03050099186 | 1 | < 0.1% |
| 0.02415999341 | 1 | < 0.1% |
| 0.06235786844 | 1 | < 0.1% |
| 0.03056317333 | 1 | < 0.1% |
| Other values (7258) | 7258 |
| Value | Count | Frequency (%) |
| -0.552090105 | 1 | |
| -0.5304138823 | 1 | |
| -0.4925745599 | 1 | |
| -0.3896555938 | 1 | |
| -0.3346418915 | 1 | |
| -0.3307936064 | 1 | |
| -0.31315733 | 1 | |
| -0.2974380222 | 1 | |
| -0.2889139846 | 1 | |
| -0.2830468463 | 1 |
| Value | Count | Frequency (%) |
| 0.5359062215 | 1 | |
| 0.2835265788 | 1 | |
| 0.2558097662 | 1 | |
| 0.2494473479 | 1 | |
| 0.2376677679 | 1 | |
| 0.2321204633 | 1 | |
| 0.2282888654 | 1 | |
| 0.2206205853 | 1 | |
| 0.2199829472 | 1 | |
| 0.2096748972 | 1 |
semi-variance (down)
Real number (ℝ)
HIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONUNIQUE| Distinct | 7273 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -4.537132089 |
| Minimum | -13.09781826 |
|---|---|
| Maximum | 2.361212071 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 7262 |
| Negative (%) | 99.8% |
| Memory size | 56.9 KiB |
Quantile statistics
| Minimum | -13.09781826 |
|---|---|
| 5-th percentile | -6.690223386 |
| Q1 | -5.465795863 |
| median | -4.594197422 |
| Q3 | -3.629398933 |
| 95-th percentile | -2.143387744 |
| Maximum | 2.361212071 |
| Range | 15.45903034 |
| Interquartile range (IQR) | 1.83639693 |
Descriptive statistics
| Standard deviation | 1.432188434 |
|---|---|
| Coefficient of variation (CV) | -0.3156594091 |
| Kurtosis | 1.610134993 |
| Mean | -4.537132089 |
| Median Absolute Deviation (MAD) | 0.9142104378 |
| Skewness | -0.1325037363 |
| Sum | -32998.56168 |
| Variance | 2.05116371 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| -5.516181695 | 1 | < 0.1% |
| -3.656239185 | 1 | < 0.1% |
| -3.887632445 | 1 | < 0.1% |
| -5.411391664 | 1 | < 0.1% |
| -4.236405865 | 1 | < 0.1% |
| -4.543469248 | 1 | < 0.1% |
| -5.241490766 | 1 | < 0.1% |
| -3.832145066 | 1 | < 0.1% |
| -3.800304949 | 1 | < 0.1% |
| -4.430338348 | 1 | < 0.1% |
| Other values (7263) | 7263 |
| Value | Count | Frequency (%) |
| -13.09781826 | 1 | |
| -12.19511323 | 1 | |
| -12.18932274 | 1 | |
| -12.15266021 | 1 | |
| -12.00213547 | 1 | |
| -11.72729931 | 1 | |
| -11.38823018 | 1 | |
| -11.35932499 | 1 | |
| -11.2999589 | 1 | |
| -11.23595931 | 1 |
| Value | Count | Frequency (%) |
| 2.361212071 | 1 | |
| 1.481894065 | 1 | |
| 1.034879097 | 1 | |
| 0.9784689192 | 1 | |
| 0.9275232992 | 1 | |
| 0.5211315162 | 1 | |
| 0.2421131788 | 1 | |
| 0.1674310779 | 1 | |
| 0.1504098166 | 1 | |
| 0.1213515051 | 1 |
| Distinct | 7273 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.7105823339 |
| Minimum | -4.771690305 |
|---|---|
| Maximum | 10.66785002 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 3172 |
| Negative (%) | 43.6% |
| Memory size | 56.9 KiB |
Quantile statistics
| Minimum | -4.771690305 |
|---|---|
| 5-th percentile | -1.375287965 |
| Q1 | -0.6194564829 |
| median | 0.2235622109 |
| Q3 | 1.512164106 |
| 95-th percentile | 4.510751604 |
| Maximum | 10.66785002 |
| Range | 15.43954032 |
| Interquartile range (IQR) | 2.131620589 |
Descriptive statistics
| Standard deviation | 1.865801242 |
|---|---|
| Coefficient of variation (CV) | 2.625735475 |
| Kurtosis | 2.221970281 |
| Mean | 0.7105823339 |
| Median Absolute Deviation (MAD) | 0.9802293374 |
| Skewness | 1.38930909 |
| Sum | 5168.065314 |
| Variance | 3.481214276 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| -0.6328257409 | 1 | < 0.1% |
| 4.42868974 | 1 | < 0.1% |
| 2.783177392 | 1 | < 0.1% |
| 0.1109974028 | 1 | < 0.1% |
| -0.8031782944 | 1 | < 0.1% |
| 0.1201461924 | 1 | < 0.1% |
| -0.5098236926 | 1 | < 0.1% |
| 0.7872804591 | 1 | < 0.1% |
| -0.6079825612 | 1 | < 0.1% |
| 1.294556822 | 1 | < 0.1% |
| Other values (7263) | 7263 |
| Value | Count | Frequency (%) |
| -4.771690305 | 1 | |
| -3.303480138 | 1 | |
| -3.283662493 | 1 | |
| -3.010231764 | 1 | |
| -2.772284067 | 1 | |
| -2.768118263 | 1 | |
| -2.753330548 | 1 | |
| -2.719587297 | 1 | |
| -2.712449621 | 1 | |
| -2.669416528 | 1 |
| Value | Count | Frequency (%) |
| 10.66785002 | 1 | |
| 10.39619826 | 1 | |
| 10.39230482 | 1 | |
| 9.991123526 | 1 | |
| 9.330673785 | 1 | |
| 9.272796292 | 1 | |
| 9.136219555 | 1 | |
| 8.969254615 | 1 | |
| 8.909863957 | 1 | |
| 8.867227454 | 1 |
| Distinct | 7273 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -0.1679193383 |
| Minimum | -3.243905543 |
|---|---|
| Maximum | 3.118139779 |
| Zeros | 1 |
| Zeros (%) | < 0.1% |
| Negative | 4225 |
| Negative (%) | 58.1% |
| Memory size | 56.9 KiB |
Quantile statistics
| Minimum | -3.243905543 |
|---|---|
| 5-th percentile | -1.661676494 |
| Q1 | -0.7366655895 |
| median | -0.1743918841 |
| Q3 | 0.4104441429 |
| 95-th percentile | 1.322835232 |
| Maximum | 3.118139779 |
| Range | 6.362045322 |
| Interquartile range (IQR) | 1.147109732 |
Descriptive statistics
| Standard deviation | 0.8954242476 |
|---|---|
| Coefficient of variation (CV) | -5.332466507 |
| Kurtosis | 0.2061299936 |
| Mean | -0.1679193383 |
| Median Absolute Deviation (MAD) | 0.5719643003 |
| Skewness | 0.05438400105 |
| Sum | -1221.277348 |
| Variance | 0.8017845832 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.06114140649 | 1 | < 0.1% |
| -1.597617659 | 1 | < 0.1% |
| -0.9796808814 | 1 | < 0.1% |
| -0.6968493832 | 1 | < 0.1% |
| -0.3655078602 | 1 | < 0.1% |
| -0.6439972632 | 1 | < 0.1% |
| 0.9276741452 | 1 | < 0.1% |
| -0.728848908 | 1 | < 0.1% |
| -0.1534623855 | 1 | < 0.1% |
| 0.6952662407 | 1 | < 0.1% |
| Other values (7263) | 7263 |
| Value | Count | Frequency (%) |
| -3.243905543 | 1 | |
| -3.192624611 | 1 | |
| -3.192145101 | 1 | |
| -2.95715309 | 1 | |
| -2.91591035 | 1 | |
| -2.8410198 | 1 | |
| -2.816467798 | 1 | |
| -2.803226022 | 1 | |
| -2.794186419 | 1 | |
| -2.792800808 | 1 |
| Value | Count | Frequency (%) |
| 3.118139779 | 1 | |
| 2.939550184 | 1 | |
| 2.900624226 | 1 | |
| 2.846950478 | 1 | |
| 2.815081958 | 1 | |
| 2.781616199 | 1 | |
| 2.727624363 | 1 | |
| 2.674059504 | 1 | |
| 2.579003458 | 1 | |
| 2.575233083 | 1 |
| Distinct | 7268 |
|---|---|
| Distinct (%) | 99.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -0.526357859 |
| Minimum | -1.792194881 |
|---|---|
| Maximum | 0.3791338345 |
| Zeros | 1 |
| Zeros (%) | < 0.1% |
| Negative | 7254 |
| Negative (%) | 99.7% |
| Memory size | 56.9 KiB |
Quantile statistics
| Minimum | -1.792194881 |
|---|---|
| 5-th percentile | -0.7781537386 |
| Q1 | -0.6113701811 |
| median | -0.5158883102 |
| Q3 | -0.4289734655 |
| 95-th percentile | -0.3183463007 |
| Maximum | 0.3791338345 |
| Range | 2.171328715 |
| Interquartile range (IQR) | 0.1823967156 |
Descriptive statistics
| Standard deviation | 0.1477363834 |
|---|---|
| Coefficient of variation (CV) | -0.2806766934 |
| Kurtosis | 2.815054824 |
| Mean | -0.526357859 |
| Median Absolute Deviation (MAD) | 0.09109195283 |
| Skewness | -0.3135374818 |
| Sum | -3828.200709 |
| Variance | 0.02182603899 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| -0.7024226197 | 3 | < 0.1% |
| -0.5628779058 | 2 | < 0.1% |
| -0.6425695246 | 2 | < 0.1% |
| -0.5994360052 | 2 | < 0.1% |
| -0.4142284374 | 1 | < 0.1% |
| -0.5612185722 | 1 | < 0.1% |
| -0.52554928 | 1 | < 0.1% |
| -0.3302900723 | 1 | < 0.1% |
| -0.5689218813 | 1 | < 0.1% |
| -0.5293697941 | 1 | < 0.1% |
| Other values (7258) | 7258 |
| Value | Count | Frequency (%) |
| -1.792194881 | 1 | |
| -1.511595705 | 1 | |
| -1.186420538 | 1 | |
| -1.180367491 | 1 | |
| -1.176366821 | 1 | |
| -1.171902307 | 1 | |
| -1.161085839 | 1 | |
| -1.152457491 | 1 | |
| -1.136112955 | 1 | |
| -1.12930819 | 1 |
| Value | Count | Frequency (%) |
| 0.3791338345 | 1 | |
| 0.3712222028 | 1 | |
| 0.3203540011 | 1 | |
| 0.3001288553 | 1 | |
| 0.2382145578 | 1 | |
| 0.2159018615 | 1 | |
| 0.1795995019 | 1 | |
| 0.1708923868 | 1 | |
| 0.1622583009 | 1 | |
| 0.1580181818 | 1 |
| Distinct | 2937 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 4336 |
| Missing (%) | 59.6% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 2.709579019 |
| Minimum | 6.79050927 × 10-8 |
|---|---|
| Maximum | 50.90867194 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 56.9 KiB |
Quantile statistics
| Minimum | 6.79050927 × 10-8 |
|---|---|
| 5-th percentile | 0.006824963715 |
| Q1 | 0.1760470753 |
| median | 0.8848366336 |
| Q3 | 3.066449194 |
| 95-th percentile | 12.4814052 |
| Maximum | 50.90867194 |
| Range | 50.90867188 |
| Interquartile range (IQR) | 2.890402118 |
Descriptive statistics
| Standard deviation | 4.706685144 |
|---|---|
| Coefficient of variation (CV) | 1.737054026 |
| Kurtosis | 18.45084039 |
| Mean | 2.709579019 |
| Median Absolute Deviation (MAD) | 0.8400479742 |
| Skewness | 3.586007949 |
| Sum | 7958.033579 |
| Variance | 22.15288504 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 7.078563637 | 1 | < 0.1% |
| 5.80838985 | 1 | < 0.1% |
| 0.3522265929 | 1 | < 0.1% |
| 0.7981645858 | 1 | < 0.1% |
| 1.881086605 | 1 | < 0.1% |
| 4.724963344 | 1 | < 0.1% |
| 0.6789694413 | 1 | < 0.1% |
| 0.3202701144 | 1 | < 0.1% |
| 28.38155065 | 1 | < 0.1% |
| 0.5218527093 | 1 | < 0.1% |
| Other values (2927) | 2927 | |
| (Missing) | 4336 |
| Value | Count | Frequency (%) |
| 6.79050927 × 10-8 | 1 | |
| 2.920950538 × 10-6 | 1 | |
| 4.884088178 × 10-6 | 1 | |
| 4.986095251 × 10-6 | 1 | |
| 6.958513263 × 10-6 | 1 | |
| 1.848653528 × 10-5 | 1 | |
| 1.863846349 × 10-5 | 1 | |
| 2.626211387 × 10-5 | 1 | |
| 2.637262071 × 10-5 | 1 | |
| 2.793033647 × 10-5 | 1 |
| Value | Count | Frequency (%) |
| 50.90867194 | 1 | |
| 45.29543076 | 1 | |
| 44.08411424 | 1 | |
| 40.11182434 | 1 | |
| 39.94788633 | 1 | |
| 38.52865772 | 1 | |
| 33.78034711 | 1 | |
| 33.49636273 | 1 | |
| 32.23911963 | 1 | |
| 31.06671918 | 1 |
| Distinct | 5942 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 1331 |
| Missing (%) | 18.3% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.7833531902 |
| Minimum | 0.004160431578 |
|---|---|
| Maximum | 3.615984026 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 56.9 KiB |
Quantile statistics
| Minimum | 0.004160431578 |
|---|---|
| 5-th percentile | 0.156943188 |
| Q1 | 0.4495848474 |
| median | 0.7327057699 |
| Q3 | 1.05277313 |
| 95-th percentile | 1.576396894 |
| Maximum | 3.615984026 |
| Range | 3.611823594 |
| Interquartile range (IQR) | 0.6031882831 |
Descriptive statistics
| Standard deviation | 0.4494438963 |
|---|---|
| Coefficient of variation (CV) | 0.5737436216 |
| Kurtosis | 1.504889455 |
| Mean | 0.7833531902 |
| Median Absolute Deviation (MAD) | 0.3005787397 |
| Skewness | 0.8605707391 |
| Sum | 4654.684656 |
| Variance | 0.201999816 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.6734780657 | 1 | < 0.1% |
| 0.8978131146 | 1 | < 0.1% |
| 1.21919933 | 1 | < 0.1% |
| 0.9019245423 | 1 | < 0.1% |
| 1.06826837 | 1 | < 0.1% |
| 0.5932361098 | 1 | < 0.1% |
| 1.354344512 | 1 | < 0.1% |
| 0.9468396846 | 1 | < 0.1% |
| 0.1925222908 | 1 | < 0.1% |
| 0.4891482539 | 1 | < 0.1% |
| Other values (5932) | 5932 | |
| (Missing) | 1331 | 18.3% |
| Value | Count | Frequency (%) |
| 0.004160431578 | 1 | |
| 0.005446679126 | 1 | |
| 0.007108419727 | 1 | |
| 0.008240727628 | 1 | |
| 0.009104822992 | 1 | |
| 0.009721754667 | 1 | |
| 0.01017536824 | 1 | |
| 0.01064876301 | 1 | |
| 0.01343308698 | 1 | |
| 0.01440306514 | 1 |
| Value | Count | Frequency (%) |
| 3.615984026 | 1 | |
| 3.609108634 | 1 | |
| 3.337443128 | 1 | |
| 3.272466785 | 1 | |
| 3.041692242 | 1 | |
| 2.956914105 | 1 | |
| 2.83997234 | 1 | |
| 2.820178117 | 1 | |
| 2.725182555 | 1 | |
| 2.705378608 | 1 |
Spearman's ρ
The Spearman's rank correlation coefficient (ρ) is a measure of monotonic correlation between two variables, and is therefore better in catching nonlinear monotonic correlations than Pearson's r. It's value lies between -1 and +1, -1 indicating total negative monotonic correlation, 0 indicating no monotonic correlation and 1 indicating total positive monotonic correlation.To calculate ρ for two variables X and Y, one divides the covariance of the rank variables of X and Y by the product of their standard deviations.
Pearson's r
The Pearson's correlation coefficient (r) is a measure of linear correlation between two variables. It's value lies between -1 and +1, -1 indicating total negative linear correlation, 0 indicating no linear correlation and 1 indicating total positive linear correlation. Furthermore, r is invariant under separate changes in location and scale of the two variables, implying that for a linear function the angle to the x-axis does not affect r.To calculate r for two variables X and Y, one divides the covariance of X and Y by the product of their standard deviations.
Kendall's τ
Similarly to Spearman's rank correlation coefficient, the Kendall rank correlation coefficient (τ) measures ordinal association between two variables. It's value lies between -1 and +1, -1 indicating total negative correlation, 0 indicating no correlation and 1 indicating total positive correlation.To calculate τ for two variables X and Y, one determines the number of concordant and discordant pairs of observations. τ is given by the number of concordant pairs minus the discordant pairs divided by the total number of pairs.
Phik (φk)
Phik (φk) is a new and practical correlation coefficient that works consistently between categorical, ordinal and interval variables, captures non-linear dependency and reverts to the Pearson correlation coefficient in case of a bivariate normal input distribution. There is extensive documentation available here.First rows
| Symbol | Year | ESG Score | Environmental Pillar Score | Social Pillar Score | Governance Pillar Score | mean-return | semi-variance (down) | kurtosis | skew | VaR (95%) | D(ESG, kurtosis) | D(ESG, VaR) | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 360.AX | 2020.0 | 27.081018 | 8.916667 | 43.015144 | 18.809271 | 0.032846 | -5.516182 | -0.632826 | 0.061141 | -0.414228 | NaN | NaN |
| 1 | 360.AX | 2021.0 | 31.410958 | 8.453608 | 45.972210 | 25.759307 | 0.025825 | -5.143267 | 1.742724 | -0.646043 | -0.422275 | NaN | 0.201732 |
| 2 | A.N | 2017.0 | 87.595065 | 77.060658 | 92.792375 | 85.667996 | 0.035512 | -4.960090 | 0.455790 | 0.720648 | -0.458719 | NaN | NaN |
| 3 | A.N | 2018.0 | 89.489253 | 78.045737 | 94.201817 | 88.624684 | -0.061043 | -5.414678 | 0.610308 | 0.850044 | -0.545839 | 0.073191 | 0.630184 |
| 4 | A.N | 2019.0 | 88.330855 | 79.335997 | 94.505273 | 84.398806 | -0.029269 | -4.130051 | 0.126243 | -0.828252 | -0.611349 | 2.442125 | 0.499537 |
| 5 | A.N | 2020.0 | 87.577489 | 79.958977 | 93.599370 | 83.203984 | 0.045653 | -1.305710 | 4.900414 | -1.988309 | -0.804262 | 13.450079 | 0.884134 |
| 6 | AA.N | 2017.0 | 87.273109 | 90.333748 | 79.472149 | 95.671099 | -0.021786 | -6.066246 | 0.566293 | -0.682118 | -0.432855 | 7.558767 | 0.393557 |
| 7 | AA.N | 2018.0 | 86.619978 | 88.383537 | 79.128995 | 96.369097 | -0.033796 | -5.069203 | -0.703649 | -0.791101 | -0.516679 | NaN | 0.661951 |
| 8 | AA.N | 2019.0 | 88.078825 | 87.347163 | 83.474247 | 96.673931 | -0.039699 | -4.192338 | 2.266191 | -1.274915 | -0.606671 | NaN | 0.600200 |
| 9 | AA.N | 2020.0 | 87.753771 | 86.773289 | 83.217569 | 96.593459 | -0.037021 | -1.533694 | 5.702735 | -2.142136 | -0.822864 | 0.858482 | 0.944635 |
Last rows
| Symbol | Year | ESG Score | Environmental Pillar Score | Social Pillar Score | Governance Pillar Score | mean-return | semi-variance (down) | kurtosis | skew | VaR (95%) | D(ESG, kurtosis) | D(ESG, VaR) | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 7263 | ZUMZ.OQ | 2019.0 | 26.031559 | 5.594406 | 30.467751 | 31.321035 | -0.037472 | -3.000614 | 3.683881 | -1.761135 | -0.679691 | NaN | 0.966615 |
| 7264 | ZUMZ.OQ | 2020.0 | 25.939660 | 4.883721 | 30.834082 | 31.029383 | -0.005200 | -2.697870 | 0.572611 | -0.974624 | -0.727757 | 3.452085 | 0.351645 |
| 7265 | ZUMZ.OQ | 2021.0 | 24.257056 | 4.949495 | 27.183475 | 30.659259 | 0.021474 | -5.573622 | 3.069099 | 1.620179 | -0.428363 | 3.048510 | 1.323687 |
| 7266 | ZUO.N | 2020.0 | 36.287529 | 3.083333 | 54.970658 | 30.160537 | 0.017291 | -3.988113 | 1.256732 | -0.901465 | -0.567121 | NaN | NaN |
| 7267 | ZUO.N | 2021.0 | 53.918785 | 27.848701 | 66.407377 | 50.985744 | 0.062855 | -5.960060 | -0.551396 | 0.410789 | -0.256345 | NaN | 1.976230 |
| 7268 | ZWS.N | 2017.0 | 21.756603 | 4.250060 | 27.085541 | 35.777625 | -0.029082 | -2.234910 | 2.814027 | -1.311767 | -0.789175 | NaN | 0.963631 |
| 7269 | ZWS.N | 2018.0 | 22.966453 | 4.193398 | 24.531598 | 43.442041 | -0.127620 | -2.601868 | -1.053860 | -0.274952 | -0.772873 | NaN | 0.238858 |
| 7270 | ZWS.N | 2019.0 | 42.385059 | 47.923594 | 36.354082 | 43.646098 | 0.012917 | -3.339850 | 6.009275 | 2.079474 | -0.666787 | NaN | 1.036793 |
| 7271 | ZWS.N | 2020.0 | 59.566298 | 53.797153 | 76.736643 | 43.977042 | -0.038499 | -2.857335 | -0.321493 | -0.129591 | -0.732486 | NaN | 0.150479 |
| 7272 | ZWS.N | 2021.0 | 59.809391 | 70.174636 | 76.569419 | 25.396839 | -0.017465 | -4.554677 | 0.371196 | 1.074856 | -0.567442 | NaN | 0.840085 |